+27.5%
VCIT vs OTIS
+118.6%
-91.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | +0.1% | +4.2% | -4.1% | -0.1% |
| 30D | +1.9% | +20.1% | -18.2% | +0.9% |
| 3M | -1.4% | +7.6% | -9.0% | -1.9% |
| 6M | -2.1% | +4.2% | -6.3% | -2.4% |
| YTD | -1.6% | -8.1% | +6.4% | -1.3% |
| 1Y | -0.9% | -11.5% | +10.6% | -0.4% |
| 3Y | +20.0% | +3.8% | +16.2% | +19.3% |
| 5Y | +3.1% | +5.0% | -1.9% | +2.0% |
| All | +27.5% | +118.6% | -91.1% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling